+250.5%
NEM vs ECHO
+405.9%
-155.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +3.1% | +5.3% | -2.3% | +2.7% |
| 30D | +10.0% | +2.4% | +7.6% | +9.8% |
| 3M | +30.9% | -21.8% | +52.7% | +32.7% |
| 6M | +10.5% | -16.9% | +27.5% | +11.6% |
| YTD | +29.7% | -16.0% | +45.7% | +31.0% |
| 1Y | +71.1% | +9.3% | +61.9% | +70.7% |
| All | +250.5% | +405.9% | -155.5% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling